Highly transparent and superhydrophilic sapphire with surface antireflective subwavelength structures were prepared by wet etching using colloidal monolayer silica masks. The film thicknesses of the silica masks were adjusted by the volume concentrations of polystyrene spheres. The evolution of etching morphologies of sapphire was studied, and antireflective concave pyramid nanoarrays on sapphire substrates were designed by calculation and were then prepared. The transmission and wettability of as-obtained patterned sapphire substrates were also investigated. As for sapphire with optimum surface concave micropyramid arrays, average visible transmittance can reach 91.7%, which is apparently higher than that of flat sapphire (85.5%). Moreover, the concave pyramid arrays can significantly increase the surface hydrophilicity of sapphire, exhibiting a water contact angle of 12.6° compared with 62.7° of flat sapphire. The proposed method can be an excellent strategy for preparing antireflective and self-cleaning concave micropyramid subwavelength structures on sapphire without complicated equipment and expensive raw materials.